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Do inflation expectations improve model-based inflation forecasts?
Bańbura, Marta; Leiva-León, Danilo; Menz, Jan-Oliver - 2021
useful information. By contrast, incorporating expectations derived from financial market prices or those of firms and …
Persistent link: https://www.econbiz.de/10012792526
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Estimation and forecasting using mixed-frequency DSGE models
Meyer-Gohde, Alexander; Shabalina, Ekaterina - 2022
higher frequency auxiliary data only for forecasting (see Giannone, Monti and Reichlin (2016)). The second method transforms … our method substantially decreases forecasting errors for recessions, but casting the model in a monthly frequency …
Persistent link: https://www.econbiz.de/10013465707
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Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny - 2022
COVID-19 observations and discusses their impact on prior calibration for inference and forecasting purposes. It shows that … volatility. For forecasting, the choice among outlier-robust error structures is less important, however, when a large cross …
Persistent link: https://www.econbiz.de/10013472790
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Which daily equity returns improve output forecasts?
Jahan-Pavar, Mohammad R.; Lang, William J. - In: Economics letters 243 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015080391
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Forecast combination and interpretability using random subspace
Kozyrev, Boris - Leibniz-Institut für Wirtschaftsforschung Halle - 2024
to enhance forecasting performance in certain practical instances by randomly selecting smaller subsets of individual …
Persistent link: https://www.econbiz.de/10015078208
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Step by step - a quarterly evaluation of EU Commission's GDP forecasts
Heinisch, Katja - Leibniz-Institut für Wirtschaftsforschung Halle - 2024
paper provides evidence that there is still potential for improvement in forecasting techniques both for nowcasts but also …
Persistent link: https://www.econbiz.de/10015078241
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Export competitiveness of textile commodities : a panel data approach
Arora, Tarun - 2015
The Paper assesses the export competitiveness of top fifteen textile products (different for each export destination) at 6 digit level of HS classification exported by India to top seven textile export destinations by using both price and income export elasticities. The export elasticities are...
Persistent link: https://www.econbiz.de/10011283070
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Thinking outside the container : a machine learning approach to forecasting trade flows
Stamer, Vincent - 2021
Global container ship movements may reliably predict global trade flows. Aggregating both movements at sea and port call events produces a wealth of explanatory variables. The machine learning algorithm partial least squares can map these explanatory time series to unilateral imports and...
Persistent link: https://www.econbiz.de/10012422743
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Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent; Kock, Anders Bredahl; Medeiros, Marcelo C. - 2014
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10010433899
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Testing the effectiveness of the French work-sharing reform : a forecasting approach
Logeay, Camille; Schreiber, Sven - 2005 - This revision: July 2004
The authors analyse the macroeconomic impact of the French work-sharing reform of 2000 (a reduction of standard working hours in combination with wage subsidies). Using a vector error correction model (VECM) for several labour market variables as well as inflation and output the authors produce...
Persistent link: https://www.econbiz.de/10003744522